//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Cowles Foundation for Research in Economics, Yale University"
~subject:"Semiparametric estimation"
~subject:"heteroskedasticity"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Nonparametric estimation of ge...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Semiparametric estimation
heteroskedasticity
Heteroskedasticity
2
Whittle likelihood
2
covariance matrix
2
kernel estimator
2
Adaptive estimator
1
Asymptotic bias
1
Asymptotic expansions
1
Asymptotic normality
1
Asymptotic theory
1
Asymptotics
1
Autocorrelation
1
Bias reduction
1
Edgeworth expansion
1
GLS
1
Gaussian process
1
Local linear regression
1
Local polynomial
1
Long memory
1
Minimax rate
1
Optimal bandwidth
1
asymptotic theory
1
confidence intervals
1
cross validation
1
delta method
1
linear regression
1
long memory
1
maximum likelihood estimator
1
mean squared error
1
model selection
1
nonparametric estimator
1
nonparametric regression
1
parametric bootstrap
1
spectral density
1
t statistic
1
vector autoregression
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
English
2
Undetermined
1
Author
All
Andrews, Donald W.K.
2
Linton, Oliver
1
Monahan, Christopher J.
1
Institution
All
Cowles Foundation for Research in Economics, Yale University
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
CESifo
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
6
Institute for the Study of Labor (IZA)
5
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
5
Center for Policy Research, Maxwell School
4
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
4
Department of Economics, Boston College
4
Département de Sciences Économiques, Université de Montréal
4
HAL
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Agricultural and Applied Economics Association - AAEA
2
CentER for Economic Research, Universiteit van Tilburg
2
Department of Econometrics and Business Statistics, Monash Business School
2
Department of Economics, Rutgers University-New Brunswick
2
Department of Economics, York University
2
EconWPA
2
Econometric Society
2
Economic Research Service, Department of Agriculture
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
2
Faculty of Economics, University of Cambridge
2
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
Institute of Social and Economic Research (ISER), Osaka University
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Association for Cultural Economics International - ACEI
1
Banco de España
1
Bendheim Center for Finance, Department of Economics
1
C.E.P.R. Discussion Papers
1
California Davis - Institute of Governmental Affairs
1
Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät
1
Center for Globalization and Europeanization of the Economy (CeGE), Georg-August-Universität
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre for Economic Reform and Transformation, School of Management and Languages
1
Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen
1
Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales
1
Department of Economics, Brigham Young University
1
more ...
less ...
Published in...
All
Cowles Foundation Discussion Papers
3
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An Improved
Heteroskedasticity
and Autocorrelation Consistent Covariance Matrix Estimator
Andrews, Donald W.K.
;
Monahan, Christopher J.
-
Cowles Foundation for Research in Economics, Yale University
-
1990
This paper considers a new class of
heteroskedasticity
and autocorrelation consistent (HAC) covariance matrix …
Persistent link: https://www.econbiz.de/10005762589
Saved in:
2
Heteroskedasticity
and Autocorrelation Consistent Covariance Matrix Estimation
Andrews, Donald W.K.
-
Cowles Foundation for Research in Economics, Yale University
-
1988
This paper is concerned with the estimation of covariance matrices in the presence of
heteroskedasticity
and …
Persistent link: https://www.econbiz.de/10005762692
Saved in:
3
Second Order Approximation in a Linear Regression with
Heteroskedasticity
for Unknown Form
Linton, Oliver
-
Cowles Foundation for Research in Economics, Yale University
-
1997
estimator, a standard error, and a studentized statistic, in the linear regression model with
heteroskedasticity
of unknown form …
Persistent link: https://www.econbiz.de/10005593539
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->